کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
469520 | 698321 | 2009 | 9 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: A heuristic iterated-subspace minimization method with pattern search for unconstrained optimization A heuristic iterated-subspace minimization method with pattern search for unconstrained optimization](/preview/png/469520.png)
Recently, an increasing attention was paid on different procedures for an unconstrained optimization problem when the information of the first derivatives is unavailable or unreliable. In this paper, we consider a heuristic iterated-subspace minimization method with pattern search for solving such unconstrained optimization problems. The proposed method is designed to reduce the total number of function evaluations for the implementation of high-dimensional problems. Meanwhile, it keeps the advantages of general pattern search algorithm, i.e., the information of the derivatives is not needed. At each major iteration of such a method, a low-dimensional manifold, the iterated subspace, is constructed. And an approximate minimizer of the objective function in this manifold is then determined by a pattern search method. Numerical results on some classic test examples are given to show the efficiency of the proposed method in comparison with a conventional pattern search method and a derivative-free method.
Journal: Computers & Mathematics with Applications - Volume 58, Issue 10, November 2009, Pages 2051–2059